Milwaukee Brewers star Ryan Braun let down his fans and teammates by using performance-enhancing drugs and then lying about it. But he also let down Wisconsin Gov. Scott Walker, an avid sports fan.

“I was defending Ryan Braun literally the Sunday night before the story broke. I feel a little bit like Lance Armstrong’s supporters … it was like a shot to the gut,” Mr. Walker, a Republican, said Monday on MSNBC’s “Morning Joe” program.

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Last month, Mr. Braun was suspended for 65 games — the remainder of the season — and became the first of more than a dozen players caught up in baseball’s latest drug scandal. Mr. Braun adamantly had denied using performance-enhancing substances, and he apparently had convinced many highly influential figures in Wisconsin.

Mr. Walker and Green Bay Packers quarterback Aaron Rodgers were among those who came to his defense.

“That’s the problem for a lot of us with Ryan Braun. … He kept telling us it didn’t happen. He kept putting out a plausible defense,” Mr. Walker said. “We were defending him up until the very end. It’s very frustrating.”